ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 19-Aug-2013
Day Change Summary
Previous Current
16-Aug-2013 19-Aug-2013 Change Change % Previous Week
Open 120-255 120-207 -0-048 -0.1% 121-167
High 120-267 120-207 -0-060 -0.2% 121-207
Low 120-125 120-112 -0-013 0.0% 120-125
Close 120-192 120-135 -0-057 -0.1% 120-192
Range 0-142 0-095 -0-047 -33.1% 1-082
ATR 0-120 0-118 -0-002 -1.5% 0-000
Volume 587,898 531,079 -56,819 -9.7% 2,747,156
Daily Pivots for day following 19-Aug-2013
Classic Woodie Camarilla DeMark
R4 121-116 121-061 120-187
R3 121-021 120-286 120-161
R2 120-246 120-246 120-152
R1 120-191 120-191 120-144 120-171
PP 120-151 120-151 120-151 120-142
S1 120-096 120-096 120-126 120-076
S2 120-056 120-056 120-118
S3 119-281 120-001 120-109
S4 119-186 119-226 120-083
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 124-207 123-282 121-093
R3 123-125 122-200 120-303
R2 122-043 122-043 120-266
R1 121-118 121-118 120-229 121-040
PP 120-281 120-281 120-281 120-242
S1 120-036 120-036 120-155 119-278
S2 119-199 119-199 120-118
S3 118-117 118-274 120-081
S4 117-035 117-192 119-291
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-132 120-112 1-020 0.9% 0-127 0.3% 7% False True 583,259
10 121-207 120-112 1-095 1.1% 0-092 0.2% 6% False True 490,686
20 121-207 120-112 1-095 1.1% 0-107 0.3% 6% False True 529,317
40 121-225 119-272 1-273 1.5% 0-128 0.3% 31% False False 571,397
60 123-087 119-272 3-135 2.8% 0-137 0.4% 17% False False 664,699
80 124-150 119-272 4-198 3.8% 0-119 0.3% 12% False False 506,852
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-291
2.618 121-136
1.618 121-041
1.000 120-302
0.618 120-266
HIGH 120-207
0.618 120-171
0.500 120-160
0.382 120-148
LOW 120-112
0.618 120-053
1.000 120-017
1.618 119-278
2.618 119-183
4.250 119-028
Fisher Pivots for day following 19-Aug-2013
Pivot 1 day 3 day
R1 120-160 120-230
PP 120-151 120-198
S1 120-143 120-166

These figures are updated between 7pm and 10pm EST after a trading day.

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